/* * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ using System.Collections.Generic; using NodaTime; using QuantConnect.Data; using QuantConnect.Data.Custom; namespace QuantConnect.Algorithm.CSharp { /// /// Use event/fundamental calendar information (DailyFx) to design event based forex algorithms. /// /// /// /// /// public class DailyFxAlgorithm : QCAlgorithm { private int _sliceCount; private int _eventCount; private readonly Dictionary _uniqueConfirmation = new Dictionary(); /// /// Add the Daily FX type to our algorithm and use its events. /// public override void Initialize() { SetStartDate(2016, 05, 26); //Set Start Date SetEndDate(2016, 05, 27); //Set End Date SetCash(100000); //Set Strategy Cash AddData("DFX", Resolution.Second, DateTimeZone.Utc); } public override void OnData(Slice slice) { var result = slice.Get(); Debug(string.Format("SLICE >> {0} : {1}", _sliceCount++, result)); } /// /// Trigger an event on a complete calendar event which has an actual value. /// public void OnData(DailyFx calendar) { // Used to validate the data is unique. _uniqueConfirmation.Add(calendar.ToString(), calendar); Debug(string.Format("ONDATA >> {0}: {1}", _eventCount++, calendar)); } } }